Improved Multiple-Model Adaptive Estimation Method for Integrated Navigation with Time-Varying Noise

The accurate noise parameter is essential for the Kalman filter to obtain optimal estimates. However, problems such as variations in the noise environment and measurement anomalies can cause degradation of estimation accuracy or even divergence. The adaptive Kalman filter can simultaneously estimate state and noise parameters, while its performance will also be degraded in complex noise. To address the problem of estimation accuracy degradation and result divergence of the integrated navigation system in a complex time-varying noise environment, an improved multiple-model adaptive estimation (MMAE) that combines the Sage-Husa adaptive unscented Kalman filter with the MMAE is proposed in this paper. The forgetting factor is included as an unknown parameter of MMAE so that the algorithm can adjust the value of the forgetting factor according to different system states. In addition, we improve the hypothesis testing algorithm of classical MMAE to deal with the competition problem of undesirable models that severely impacts the performance of variable-parameter MMAE and enhance the algorithm's parameter identification capability. Simulation results show that this method enhances the system's robustness to noises of different statistical properties and improves the estimation accuracy of the filter in time-varying noise environments.